+1,351.6%
LSCC vs EL
+62.2%
+1,289.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.0% |
| 7D | +7.0% | +1.5% | +5.4% | +6.2% |
| 30D | -2.3% | +10.0% | -12.3% | -7.3% |
| 3M | -12.5% | +28.4% | -40.9% | -24.6% |
| 6M | -10.6% | +37.1% | -47.6% | -26.4% |
| YTD | +52.7% | +7.8% | +44.9% | +37.7% |
| 1Y | +74.0% | +26.0% | +47.9% | +43.8% |
| 3Y | +104.8% | +3.8% | +101.0% | +68.7% |
| 5Y | +36.2% | -65.2% | +101.4% | +118.6% |
| All | +1,351.6% | +62.2% | +1,289.4% | +1,312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling